The following pages link to Approximate option pricing (Q1818267):
Displaying 7 items.
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm (Q845869) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
